Average annual returns
Through 2023 · incl. N-PORT-derived 20231 year
11.08%
3 year
1.90%
5 year
—
10 year
—
Standardized average annual total returns (before tax), from calendar-year returns; recent years derived from N-PORT monthly data.
Calendar-year returns
2020 onward derived from N-PORT monthly returnsRisk statistics
63 months through Oct. 31, 2024Volatility (ann.)
22.18%
Sharpe
-0.19
Sortino
-0.27
Max drawdown
-38.07%
Best month
23.45%
Worst month
-32.58%
Beta vs VTSAX
1.11
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.